Updating the Recession Risk and the Excess Bond Premium
Abstract: Beginning with the publication of this Note, we will provide updated estimates of the EBP and the associated model-implied probability of a U.S. recession every month.
File(s): File format is text/html https://www.federalreserve.gov/econresdata/notes/feds-notes/2016/updating-the-recession-risk-and-the-excess-bond-premium-20161006.html
Part of Series: FEDS Notes
Publication Date: 2016-10-06